Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347314.7265 | 236913.9901 | 110400.7365 | 126273.6398 | -5360.8455 | 131634.4853 |
Total P&L (%) | 347.3147 | 236.914 | 110.4007 | 126.2736 | -5.3608 | 131.6345 |
Avg Daily Profit (%) | 0.2565 | 0.175 | 0.0815 | 0.0603 | -0.0041 | 0.0621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220779 | -141423 | -91529 | -151455 | -167808 | -37551 |
Profit Factor | 1.3467 | 1.3968 | 1.2728 | 1.1752 | 0.9887 | 1.5337 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 52.6549 | 50.4425 | 54.8673 | 52.6549 | 50.4425 | 54.8673 |
Ratio Avg Win / Avg Loss | 1.2109 | 1.3723 | 1.047 | 1.0567 | 0.9713 | 1.2616 |
Largest Winning Trade | 84728 | 84728 | 27996 | 90548 | 90548 | 52443 |
Largest Losing Trade | -59802 | -59802 | -46888 | -75643 | -75643 | -21437 |
Avg Bars in Trades | 11 | 15 | 7 | 11 | 15 | 7 |
Avg Bars in Winners | 12 | 16 | 9 | 12 | 16 | 9 |
Avg Bars in Losers | 10 | 14 | 6 | 10 | 14 | 6 |
Bars Traded | 2606 | 1719 | 887 | 2606 | 1719 | 887 |
Profit Streak | 60.2733 | 60.2733 | 61.2733 | 60.2733 | 60.2733 | 61.2733 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420161 | 314075 | -82541 | -136962 | -580136 | -106921 |
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{ "first_band": { "type": "bbm", "factors": { "length": 23, "offset": 0, "std": 1.38964 } }, "second_band": { "type": "dcm", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 23, "offset": 0, "std": 1.38964 } }, "second_band": { "type": "dcm", "factors": { "length": 25, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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